Such a gas bag module is normally concealed in the vehicle by a cover. On inflation of the gas bag, the cover is opened by the force of expansion, allowing the gas bag to emerge. In the case of a gas bag restraint system on the front passenger side, arranging the gas bag module under the dashboard has proved to be successful. The cover forms a flap inserted releasably in the dashboard. So that the cover presents no hazard on being released from the dashboard on activation of the gas bag, the cover is connected to the dashboard by a tether or the like. Since the gas bag is deployed between the upper side of the dashboard and the inclined windshield of the vehicle, the cover is hurled upwards against the windshield which may be shattered due to the vehemence with which it is hurled against the windshield by the deploying gas bag.